+4,266.9%
CHRW vs HUBB
+2,080.1%
+2,186.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | -3.5% | -10.0% | +6.5% | +0.3% |
| 3M | -19.4% | -4.8% | -14.6% | -18.6% |
| 6M | -21.4% | -5.6% | -15.8% | -20.7% |
| YTD | -7.1% | +4.7% | -11.8% | -10.2% |
| 1Y | +17.8% | +6.7% | +11.1% | +12.7% |
| 3Y | +78.8% | +45.8% | +33.0% | +45.7% |
| 5Y | +83.5% | +145.9% | -62.4% | +18.6% |
| 10Y | +160.2% | +418.6% | -258.4% | +18.0% |
| All | +4,266.9% | +2,080.1% | +2,186.8% | +859.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling